+1,259.9%
TSEM vs PHM
+557.7%
+702.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.3% |
| 7D | +0.9% | -6.4% | +7.3% | +2.8% |
| 30D | -16.6% | -12.1% | -4.5% | -13.8% |
| 3M | -10.9% | -1.5% | -9.4% | -11.3% |
| 6M | +78.0% | -6.0% | +84.0% | +79.1% |
| YTD | +77.2% | -0.3% | +77.5% | +74.0% |
| 1Y | +207.6% | -13.3% | +220.9% | +213.7% |
| 3Y | +637.8% | +47.6% | +590.3% | +522.5% |
| 5Y | +617.0% | +154.7% | +462.3% | +394.0% |
| All | +1,259.9% | +557.7% | +702.3% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling